PLTR vs. ICSH
PLTR (Palantir Technologies Inc.) is a stock, while ICSH (iShares Ultra Short Duration Bond Active ETF) is Ultrashort Bond fund actively managed by iShares. Over the past 5 years, PLTR returned 41.37%/yr vs 3.67%/yr for ICSH. At a 0.07 correlation, their price movements are largely independent.
Performance
PLTR vs. ICSH - Performance Comparison
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Returns By Period
In the year-to-date period, PLTR achieves a -23.22% return, which is significantly lower than ICSH's 1.43% return.
PLTR
- 1D
- 0.69%
- 1M
- -0.97%
- YTD
- -23.22%
- 6M
- -24.81%
- 1Y
- 6.85%
- 3Y*
- 108.67%
- 5Y*
- 41.37%
- 10Y*
- —
ICSH
- 1D
- 0.02%
- 1M
- 0.18%
- YTD
- 1.43%
- 6M
- 1.75%
- 1Y
- 4.30%
- 3Y*
- 5.15%
- 5Y*
- 3.67%
- 10Y*
- 2.77%
PLTR vs. ICSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PLTR Palantir Technologies Inc. | -23.22% | 135.03% | 340.48% | 167.45% | -64.74% | -22.68% | 147.89% |
ICSH iShares Ultra Short Duration Bond Active ETF | 1.43% | 4.96% | 5.52% | 5.58% | 0.97% | 0.16% | 0.10% |
Correlation
The correlation between PLTR and ICSH is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2020 | 0.07 |
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Return for Risk
PLTR vs. ICSH — Risk / Return Rank
PLTR
ICSH
PLTR vs. ICSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Palantir Technologies Inc. (PLTR) and iShares Ultra Short Duration Bond Active ETF (ICSH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| PLTR | ICSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -10.87 | ||
| Sortino ratioReturn per unit of downside risk | -26.83 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 6.56 | -5.49 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 43.67 | -43.49 |
| Martin ratioReturn relative to average drawdown | 0.33 | 288.81 | -288.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLTR | ICSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 11.01 | -10.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 7.62 | -6.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 2.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.93 | -1.07 |
Drawdowns
PLTR vs. ICSH - Drawdown Comparison
The maximum PLTR drawdown since its inception was -84.62%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for PLTR and ICSH.
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Drawdown Indicators
| PLTR | ICSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.62% | -3.94% | -80.68% |
Max Drawdown (1Y)Largest decline over 1 year | -38.19% | -0.10% | -38.09% |
Max Drawdown (3Y)Largest decline over 3 years | -40.61% | -0.10% | -40.51% |
Max Drawdown (5Y)Largest decline over 5 years | -79.14% | -0.73% | -78.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.94% | — |
Current DrawdownCurrent decline from peak | -34.13% | -0.02% | -34.11% |
Average DrawdownAverage peak-to-trough decline | -40.29% | -0.08% | -40.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.71% | 0.01% | +20.70% |
Volatility
PLTR vs. ICSH - Volatility Comparison
Palantir Technologies Inc. (PLTR) has a higher volatility of 17.24% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.15%. This indicates that PLTR's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLTR | ICSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.24% | 0.15% | +17.09% |
Volatility (6M)Calculated over the trailing 6-month period | 38.35% | 0.30% | +38.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.93% | 0.39% | +50.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.44% | 0.48% | +64.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.81% | 1.06% | +68.75% |
Dividends
PLTR vs. ICSH - Dividend Comparison
PLTR has not paid dividends to shareholders, while ICSH's dividend yield for the trailing twelve months is around 4.34%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICSH iShares Ultra Short Duration Bond Active ETF | 4.34% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
PLTR Palantir Technologies Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PLTR and ICSH have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTR has higher volatility (17.24%) compared to ICSH (0.15%). In terms of maximum drawdown, PLTR dropped -84.62% vs ICSH's -3.94%.
ICSH currently has the higher Sharpe Ratio (11.01 vs 0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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